+1,569.6%
QQQ vs LEN
+952.5%
+617.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.9% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | -0.6% | -8.9% | +8.2% | +1.5% |
| 3M | +0.4% | -10.9% | +11.3% | +2.9% |
| 6M | +20.1% | -19.7% | +39.7% | +25.8% |
| YTD | +17.2% | -20.6% | +37.8% | +22.6% |
| 1Y | +24.7% | -42.4% | +67.1% | +40.5% |
| 3Y | +96.2% | -26.5% | +122.7% | +103.1% |
| 5Y | +94.4% | -10.9% | +105.3% | +89.6% |
| 10Y | +556.7% | +100.6% | +456.1% | +389.7% |
| All | +1,569.6% | +952.5% | +617.1% | +398.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling